Modeling nonlinear and heterogeneous dynamic links in international monetary markets
Year of publication: |
2012
|
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Authors: | Arouri, Mohamed ; Jawadi, Fredj ; Nguyen, Duc Khuong |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 16.2012, Suppl.2, p. 232-251
|
Subject: | Interbankenmarkt | Interbank market | Zins | Interest rate | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | USA | United States | Großbritannien | United Kingdom | Frankreich | France | 2004-2009 |
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